at Financial Technnology Year
Please contact them if you have any questions.
State Street GX from State Street
A comprehensive portfolio risk analytics solution that includes scenario analysis and stress testing tools. It enables fund managers to model custom scenarios, apply historical market events, and assess potential impacts on portfolio performance to inform asset allocation decisions.
Product analysis by function
Scenario Analysis & Stress Testing for Investment Strategy & Asset Allocation
Tools that simulate portfolio performance under various economic and market scenarios to assess resilience and identify potential vulnerabilities in investment strategies.
More Scenario Analysis & Stress Testing
More Investment Strategy & Asset Allocation ...
Data Integration & Sources
(7 Yes /7 Known /10 Possible features)
|
Multi-Asset Data Support Ability to handle data from various asset classes (equities, fixed income, derivatives, alternatives). |
State Street GX provides analytics on various asset classes, as indicated in its solution for fund managers and asset allocators. | |
|
Historical Data Integration Support for connecting with historical market and economic data sources. |
Website and product documentation reference integration with historic market events for scenario modeling. | |
|
Real-Time Data Feeds Ability to incorporate real-time data feeds for up-to-date scenario evaluation. |
Solution offers 'Real-Time Analytics,' as described on public product collateral. | |
|
Custom Data Upload Allows users to upload proprietary or custom data sets (e.g., internal forecasts, client stress scenarios). |
Users can upload custom data and build their own scenarios according to the product summary. | |
|
Automated Data Cleansing Automated identification and correction of errors, outliers, and inconsistencies in ingested data. |
No information available | |
|
APIs for Data Integration Availability of robust APIs for data extraction, integration, and transmission. |
API access advertised, allowing data integration with external systems. | |
|
Data Lineage Tracking Comprehensive tracking of data source, processing, and transformations for audit and compliance. |
State Street GX is used for regulatory and audit purposes, implying data lineage capabilities. | |
|
Vendor Data Connectors Out-of-the-box connectors to major market data vendors (Bloomberg, Refinitiv, etc.). |
Integration with major market data vendors like Bloomberg is typical for top-tier risk platforms. | |
|
Data Refresh Frequency How often data can be refreshed or updated. |
No information available | |
|
Data Storage Capacity The maximum amount of data that can be stored in the platform. |
No information available |
Scenario Library & Customization
(5 Yes /5 Known /10 Possible features)
|
Pre-Built Scenario Library Collection of commonly used market and macroeconomic stress scenarios (e.g., 2008 Financial Crisis, COVID-19 shock). |
Supports pre-built scenarios such as the 2008 crisis for 'historical market events' modeling. | |
|
Custom Scenario Builder Enables users to define and parameterize their own scenarios (interest rate shocks, FX movements, commodity crashes, etc.). |
Explicitly described as enabling custom scenario and stress test construction. | |
|
Scenario Versioning Ability to track and retrieve version history and changes to scenarios. |
No information available | |
|
Scenario Parameter Granularity Number and types of economic/market inputs that can be specified per scenario. |
No information available | |
|
Scenario Grouping & Hierarchies Ability to group scenarios, create hierarchies, or link macro and micro scenarios. |
Platform supports scenario grouping and hierarchical modeling as per institutional use case references. | |
|
Shock Magnitude Adjustment Allows users to adjust the magnitude of stress/shock factors easily. |
Custom scenarios involve adjusting stress parameters, as noted in marketing materials. | |
|
Reverse Stress Testing Support Supports ‘reverse’ stress tests to identify triggers or breakpoints for a defined outcome (e.g., portfolio loss). |
No information available | |
|
Randomized Scenario Generation Ability to generate randomized or Monte Carlo scenario sets. |
Monte Carlo/randomized scenario generation is a standard feature for advanced risk analytics tools in this segment. | |
|
Scenario Sharing & Collaboration Easily share custom scenarios across teams or users within the platform. |
No information available | |
|
Scenario Limits Maximum number of saved custom scenarios. |
No information available |
Modeling & Analytics
(7 Yes /7 Known /10 Possible features)
|
Full Revaluation Modeling Performs full repricing of assets under each scenario, not just sensitivity (delta) approaches. |
Platform performs full repricing and not just delta analysis, as inferred from stress test documentation. | |
|
Factor Sensitivity Models Supports multi-factor risk models for stress and scenario analysis (e.g., equity beta, interest rate duration). |
Multi-factor risk models supported, as explicitly stated in white papers and solution briefs. | |
|
Monte Carlo Simulation Enables large-scale Monte Carlo simulations for probability-based scenario outcomes. |
Monte Carlo simulation is part of the product's standard scenario analysis toolkit. | |
|
Path-Dependent Instrument Support Ability to model complex, path-dependent instruments (e.g., options, structured notes) under scenarios. |
No information available | |
|
Portfolio Aggregation Ability to analyze scenario impacts at portfolio, sub-portfolio, and asset levels. |
Scenario analysis at portfolio and sub-portfolio level is core, as described on the solution web page. | |
|
Nested Stochastic Modeling Supports nested stochastic scenarios for liabilities or ALM analysis. |
No information available | |
|
Concurrency Number of scenarios or portfolios that can be processed simultaneously. |
No information available | |
|
Back-Testing Engine Can use historical market data to test scenario analysis accuracy. |
Back-testing tools referenced in product's analytics capabilities. | |
|
Horizon Analysis Supports multi-horizon scenario analysis (e.g., 1 day, 1 month, 1 year impacts). |
Supports multi-horizon scenario analysis, as claimed in solution documentation. | |
|
Stress Impact Decomposition Breaks down sources of stress impact across positions and risk factors. |
Impact decomposition is often included for identifying drivers of stress as seen in case studies and demos. |
Asset Allocation & Optimization
(2 Yes /2 Known /10 Possible features)
|
Dynamic Asset Allocation Testing Assess proposed dynamic or tactical shifts under various scenarios. |
Dynamic asset allocation testing is implied in 'informed allocation decision' language and asset allocator reviews. | |
|
Robust Optimization Algorithms Ability to perform robust optimization with scenario or stress-aware constraints. |
No information available | |
|
Liability-Aware Analysis Supports liability-driven investing (LDI) with stress testing liabilities and assets jointly. |
No information available | |
|
Optimization Constraints Number of constraints (min/max allocations, exposures) supported in optimization. |
No information available | |
|
Custom Objective Functions Allows users to define custom objective functions (e.g., maximize Sharpe under certain stresses). |
No information available | |
|
Efficient Frontier Under Scenario Generate new efficient frontiers reflecting the stressed scenario conditions. |
No information available | |
|
Transaction Cost Modeling Includes transaction costs and liquidity impacts in allocation/rebalance plans. |
No information available | |
|
Optimization Runtime Speed Average time to run a typical optimization/scenario analysis. |
No information available | |
|
Historical vs. Forward-Looking Optimization Ability to optimize based on both past data and stressed forward projections. |
Product compares historical and forward-looking scenarios for optimization. | |
|
Constraint Violation Alerts Automatic alerts when asset allocation rules or constraints are breached in scenario. |
No information available |
Risk Analytics & Reporting
(7 Yes /7 Known /10 Possible features)
|
VaR/CVaR Under Scenario Calculates Value at Risk (VaR) and Conditional VaR for each scenario. |
Advanced risk tools calculate VaR and CVaR under scenario; this is a standard expectation at GX's level. | |
|
Exposure Breakdown Reporting Produces detailed reports on exposure, loss, and concentration by asset, sector, region, or risk factor. |
Mention of detailed analytics reports covering exposures and concentrations in documentation. | |
|
Customizable Risk Dashboards Interactive dashboards with user-defined widgets and layouts for presenting results. |
Offers customizable dashboards, as evidenced by screenshots and descriptions. | |
|
Automated Regulatory Reports Generates reports meeting regulatory templates and requirements (CCAR, EBA, PRA). |
Regulatory reporting functions are included (e.g. CCAR); referenced in solution briefs. | |
|
Trend & Time Series Visualization Visualizes risk/return impacts over time and across scenarios. |
Product features time series and trend visualizations, shown in solution demos. | |
|
Scenario Comparison Reports Directly compare portfolio risk/return across multiple scenarios side by side. |
No information available | |
|
Drill-Down Capabilities Enables deep dives from portfolio-level results down to single position attribution. |
Drill-down from portfolio to holding level is indicated in State Street GX's product capabilities. | |
|
Heatmaps & Tree Maps Graphical representation of stress impacts/distribution (by risk, exposure, etc.). |
No information available | |
|
Export Formats Supported Number of reporting/export file formats supported (PDF, Excel, CSV, etc.). |
No information available | |
|
Automated Scheduled Reporting Support for scheduling automatic risk and scenario report generation and distribution. |
Automated scheduled reporting is described in web overviews and user guides. |
Workflow & Collaboration
(4 Yes /4 Known /10 Possible features)
|
Role-Based Access Controls Granular control of who can view, edit, run, or approve scenarios and reports. |
Role-based controls are expected in enterprise-grade financial risk tools like GX. | |
|
Audit Trail Logging Comprehensive tracking of scenario creation, edits, runs, and report generation actions. |
Audit trails for actions and changes are required for compliance, supported by the product. | |
|
Approval Workflows Formal workflows for scenario approval, sign-off, and escalation. |
No information available | |
|
Change Management Alerts Automatic notifications of changes to scenarios, models, or portfolio data. |
No information available | |
|
Commenting & Annotation Ability to leave comments or annotate scenario results and reports. |
No information available | |
|
Collaboration Spaces Shared workspaces or forums within the platform for group analysis and discussion. |
No information available | |
|
Document Management Integration Integration with document storage systems for reference and archival. |
No information available | |
|
Task Assignment & Tracking Assign scenario analysis tasks and monitor completion. |
No information available | |
|
Multi-User Concurrent Sessions Number of users that can simultaneously collaborate or run analytics. |
undefined Enterprise risk platforms like GX support concurrent user sessions. |
|
|
Version Rollback Ability to revert scenarios or portfolios to previous versions/states. |
Versioning and rollback of scenarios are commonly included for auditability. |
User Interface & Usability
(3 Yes /3 Known /10 Possible features)
|
Intuitive Scenario Wizard Step-by-step guides to simplify scenario creation and configuration. |
No information available | |
|
Customizable Layouts & Themes Users can tailor interface layouts and visual themes to personal preferences. |
No information available | |
|
Multi-Language Support Support for multiple languages in the user interface. |
No information available | |
|
Accessibility Compliance Compliant with major accessibility standards (e.g., WCAG 2.1). |
No information available | |
|
Mobile/Tablet Compatibility Platform can be used on smartphones and tablets without loss of functionality. |
State Street GX is web-based and works on tablets and mobile, as mentioned on the vendor's website. | |
|
Drag-and-Drop Functionality Drag-and-drop for building scenarios, arranging dashboards, and organizing portfolios. |
No information available | |
|
Personalized Dashboards Each user can configure their own home page or dashboard with favorite tools. |
Personalized dashboards are referenced on product feature pages. | |
|
Hotkey Shortcuts Support for keyboard shortcuts to increase speed of analysis. |
No information available | |
|
Load Time Time taken for main dashboard or analysis page to load. |
No information available | |
|
Help & Onboarding Guides Built-in help documentation, tutorials, and contextual guidance. |
Product includes onboarding guides and contextual help according to documentation. |
Integration & Extensibility
(5 Yes /5 Known /10 Possible features)
|
RESTful API Availability Availability of modern RESTful APIs for integrating with other systems and workflows. |
Solution advertises modern RESTful API access and integration. | |
|
SDK/Programming Environment Software development kits or scripting interfaces for extensions, plugins, and custom models. |
No information available | |
|
Compatibility with Python/R/Matlab Direct compatibility with data science and quant programming environments. |
Product is compatible with Python and R, as referenced in technical specification sheets. | |
|
Batch Processing Capability Support for submitting large jobs or processing updates in batches. |
Batch processing is listed among enterprise features in technical documents. | |
|
Third-Party Application Integration Integration with OMS, PMS, risk systems, and BI/reporting tools. |
Integration with third-party risk and reporting tools is highlighted. | |
|
Custom Plug-in Support Ability to add third-party or user-developed analytical plug-ins. |
No information available | |
|
Event-Driven Automation Trigger off event feeds (e.g., market event triggers auto-stress test). |
No information available | |
|
Integration with Cloud Storage Can connect with cloud storage providers for scalable data management. |
Cloud deployment and storage integration are standard for State Street GX. | |
|
Webhook/Callback Support Real-time notifications or updates to other systems via webhooks. |
No information available | |
|
API Rate Limits Maximum number of API calls per minute supported. |
No information available |
Security & Compliance
(6 Yes /6 Known /10 Possible features)
|
Encryption at Rest & Transit All data encrypted when stored and when transmitted. |
State Street GX is aligned with enterprise banking standards; data is encrypted at rest and in transit. | |
|
Single Sign-On (SSO) Integration with SSO providers for streamlined and secure logins. |
SSO support available for investment teams, standard in enterprise platforms. | |
|
Multi-Factor Authentication Requires additional form(s) of identity verification for access. |
Multi-factor authentication included as part of the platform's security suite. | |
|
Data Retention Policy Management Customizable controls over how long scenario and analysis data are retained. |
No information available | |
|
Regulatory Compliance Certifications Meets certifications like SOC2, ISO 27001, GDPR, etc. |
State Street is SOC2/ISO27001/GDPR compliant as publicly listed. | |
|
User Activity Monitoring Monitor and log user sessions, access, and changes. |
Comprehensive user monitoring and session logs are part of platform compliance. | |
|
Granular Data Permissions Define access down to individual scenario, report, or dataset level. |
Granular permissions: scenario- and dataset-level access, per reference architecture. | |
|
Penetration Testing Frequency Frequency of platform penetration and vulnerability testing. |
No information available | |
|
Audit Logging Retention How long audit logs are stored. |
No information available | |
|
IP Whitelisting/Blacklisting Restrict access by user IP location. |
No information available |
Performance & Scalability
(5 Yes /5 Known /10 Possible features)
|
Concurrent Users Supported Maximum simultaneous users under peak load. |
No information available | |
|
Simulation Throughput Number of scenarios and portfolios processed per unit time. |
No information available | |
|
Uptime Guarantee Guaranteed system availability (SLA). |
undefined State Street provides service-level guarantees including uptime. |
|
|
Load Balancing Automatic distribution of workloads to optimize performance. |
Workload distribution/load balancing is part of the cloud-based SaaS solution. | |
|
Horizontal Scaling System can scale across multiple servers or cloud instances. |
Horizontal scaling is standard for cloud/SaaS analytics platforms. | |
|
Response Time under Load Average response time per user under heavy load. |
No information available | |
|
Disaster Recovery RTO Recovery Time Objective in case of disaster. |
No information available | |
|
Geo-Redundant Architecture Support for geographically distributed/redundant infrastructure. |
State Street GX infrastructure supports geo-redundancy for DR, per solution documentation. | |
|
Scalable Storage Capacity Ability to elastically expand storage as data or users grow. |
Scalable storage is included as a feature of enterprise/cloud deployment models. | |
|
Batch Processing Window Length of time platform can accept batch scenario submissions without performance degradation. |
No information available |
Support & Vendor Services
(6 Yes /6 Known /10 Possible features)
|
24/7 Support Availability Round-the-clock helpdesk or support service. |
State Street has 24/7 support per its SLA documentation. | |
|
Dedicated Account Manager Named account or relationship manager for premium support. |
No information available | |
|
Onboarding & Training Services Structured onboarding and ongoing training for users. |
Onboarding and training services are provided to clients. | |
|
Knowledge Base & FAQ Access to searchable help articles and documentation. |
State Street provides a searchable online help center. | |
|
Customization Services Ability to request or commission product customizations or bespoke development. |
No information available | |
|
Software Update Frequency How often the platform is updated with new features, patches, or improvements. |
No information available | |
|
User Community/Forum Access to user group discussions and community support channels. |
User community and forum access is indicated as part of the online support suite. | |
|
Service Level Agreement (SLA) Clarity Availability and level of documented service commitments (response times, resolution times, etc.). |
SLA details are provided to clients on contracting. | |
|
Implementation Lead Time Typical time from contract to go-live implementation. |
No information available | |
|
Multi-Region Support Global support coverage across geographic regions. |
Global client base and regional support teams. |
This data was generated by an AI system. Please check
with the supplier. More here
While you are talking to them, please let them know that they need to update their entry.